Quantitative Advantage, LLC — Q2 2017 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q2 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001368905

申报总市值

US$6.9亿

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本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	IVW	Ishares S&p 500 Growth ETF	ETF-大型股与成长	14.20%	—	—
2	VUG	Vanguard Growth ETF	ETF-其他	8.48%	—	—
3	VEA	Vanguard Ftse Developed ETF	ETF-其他	6.04%	—	+2.72%
4	ACWX	Ishares Msci Acwi Ex US ETF	ETF-其他	4.10%	—	+6.30%
5	IEV	Ishares Europe ETF	ETF-其他	3.81%	—	—
6	VTI	Vanguard Total Stock Mkt ETF	ETF-其他	3.51%	—	+21.01%
7	VEU	Vanguard Ftse All-world Ex-u	ETF-其他	3.34%	—	+15.73%
8	IYG	Ishares U.s. Financial Servi	ETF-其他	3.29%	—	-2.61%
9	IYW	Ishares Ustechnology ETF	ETF-科技型	3.24%	—	-2.84%
10	XLI	Ss Industrial Select Sector	ETF-其他	3.13%	—	-2.48%
11	FDN	First Trust Dj Internet Ind	ETF-其他	2.98%	—	-2.53%
12	IYK	Ishares US Consumer Staples	ETF-其他	2.82%	—	—
13	JPUS	Jpmorgan Div Ret US Eq ETF	ETF-其他	2.67%	—	+32.98%
14	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-投资级公司债	2.46%	—	-7.79%
15	VGK	Vanguard Ftse Europe ETF	ETF-其他	2.14%	—	—
16	VFH	Vanguard Financials ETF	ETF-其他	2.14%	—	-2.45%
17	VGT	Vanguard Info Tech ETF	ETF-科技型	2.11%	—	-3.05%
18	IEF	Ishares 7-10 Year Treasury B	ETF-政府公债	2.11%	—	+421.34%
19	AGG	Ishares Core U.s. Aggregate	ETF-其他	2.06%	—	-4.85%
20	✓	Rydex ETF Trust	ETF-其他	2.04%	—	-2.43%
21	VOO	Vanguard S&p 500 ETF	ETF-大型股与成长	1.95%	—	-2.44%
22	VDC	Vanguard Consumer Staple ETF	ETF-其他	1.83%	—	—
23	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-投资级公司债	1.74%	—	—
24	SRLN	Ss Blackstone Sr Loan ETF	ETF-其他	1.66%	—	—
25	BND	Vanguard Total Bond Market	ETF-其他	1.50%	—	+19.44%
26	BIV	Vanguard Intermediate-term B	ETF-其他	1.27%	—	-11.32%
27	VCSH	Vanguard S/t CORP Bond ETF	ETF-投资级公司债	1.27%	—	-11.48%
28	VV	Vanguard Large-cap ETF	ETF-其他	1.11%	—	+64.06%
29	DBBUSD	Invesco Db Base Metals Fund	ETF-其他	0.97%	—	-5.65%
30	JPIN	JPM Diversified Ret Intl Eq	ETF-其他	0.90%	—	+32.15%
31	VCIT	Vanguard Int-term Corporate	ETF-投资级公司债	0.87%	—	-14.31%
32	✓	Powershares	股票-其他	0.87%	—	—
33	✓	Powershares Qqq Trust Ser 1	股票-其他	0.84%	—	+66.50%
34	CEW	Wisdomtree Emerging Currency	ETF-新兴市场	0.82%	—	-5.33%
35	GOF	Guggenheim Strategic Opportunities Fund	股票-其他	0.77%	—	—
36	✓	Currencyshs Brit Pound Ster	股票-其他	0.76%	—	—
37	IVV	Ishares Core S&p 500 ETF	ETF-大型股与成长	0.61%	—	+5.07%
38	EFA	Ishares Msci Eafe ETF	ETF-其他	0.47%	—	—
39	REM	Ishares Mortgage Real Estate	ETF-其他	0.44%	—	-6.16%
40	VNQ	Vanguard Real Estate ETF	ETF-其他	0.42%	—	-4.57%
41	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股与成长	0.41%	—	-6.31%
42	✓	Powershares Db Gold Fund	股票-其他	0.39%	—	—
43	VMBS	Vanguard Mortgage-backed Sec	ETF-其他	0.39%	—	-72.86%
44	MBB	Ishares Mbs ETF	ETF-其他	0.37%	—	-82.52%
45	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	0.37%	—	-6.08%
46	GLD	Spdr Gold Shares	ETF-避险与商品	0.35%	—	—

本季持股变动

Quantitative Advantage, LLC 于截至 Q2 2017 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	IEF	Ishares 7-10 Year Treasury B	+1.7%	+421.34%	加仓
2	JPUS	Jpmorgan Div Ret US Eq ETF	+0.7%	+32.98%	加仓
3	VTI	Vanguard Total Stock Mkt ETF	+0.7%	+21.01%	加仓
4	VEU	Vanguard Ftse All-world Ex-u	+0.6%	+15.73%	加仓
5	VV	Vanguard Large-cap ETF	+0.5%	+64.06%	加仓
6	VEA	Vanguard Ftse Developed ETF	+0.4%	+2.72%	加仓
7	ACWX	Ishares Msci Acwi Ex US ETF	+0.4%	+6.30%	加仓
8	✓	Powershares Qqq Trust Ser 1	+0.4%	+66.50%	加仓
9	JPIN	JPM Diversified Ret Intl Eq	+0.3%	+32.15%	加仓
10	BND	Vanguard Total Bond Market	+0.3%	+19.44%	加仓
11	FDN	First Trust Dj Internet Ind	+0.1%	-2.53%	减仓
12	XLI	Ss Industrial Select Sector	0%	-2.48%	减仓
13	DBBUSD	Invesco Db Base Metals Fund	-0.1%	-5.65%	减仓
14	AGG	Ishares Core U.s. Aggregate	-0.1%	-4.85%	减仓
15	VCIT	Vanguard Int-term Corporate	-0.1%	-14.31%	减仓
16	BIV	Vanguard Intermediate-term B	-0.2%	-11.32%	减仓
17	VCSH	Vanguard S/t CORP Bond ETF	-0.2%	-11.48%	减仓
18	HYS	Pimco 0-5 Year H/y CORP Bond	-0.2%	-7.79%	减仓
19	VMBS	Vanguard Mortgage-backed Sec	-1%	-72.86%	减仓
20	MBB	Ishares Mbs ETF	-1.8%	-82.52%	减仓
21	IVW	Ishares S&p 500 Growth ETF	—	NEW	新建仓
22	IVE	Ishares S&p 500 Value ETF	—	EXIT	清仓
23	VTV	Vanguard Value ETF	—	EXIT	清仓
24	VUG	Vanguard Growth ETF	—	NEW	新建仓
25	VPL	Vanguard Ftse Pacific ETF	—	EXIT	清仓
26	IEV	Ishares Europe ETF	—	NEW	新建仓
27	IYM	Ishares U.s. Basic Materials	—	EXIT	清仓
28	IYK	Ishares US Consumer Staples	—	NEW	新建仓
29	VGK	Vanguard Ftse Europe ETF	—	NEW	新建仓
30	VAW	Vanguard Materials ETF	—	EXIT	清仓
31	VDC	Vanguard Consumer Staple ETF	—	NEW	新建仓
32	IGIB	Ishares 5-10y Inv Grade CORP	—	EXIT	清仓
33	TIP	Ishares Tips Bond ETF	—	EXIT	清仓
34	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	NEW	新建仓
35	SRLN	Ss Blackstone Sr Loan ETF	—	NEW	新建仓
36	✓	Powershares	—	NEW	新建仓
37	✓	Powershares Act Mang Comm Fd	—	EXIT	清仓
38	✓	Powershs Db US Dollar Index	—	EXIT	清仓
39	GOF	Guggenheim Strategic Opportunities Fund	—	NEW	新建仓
40	✓	Currencyshs Brit Pound Ster	—	NEW	新建仓
41	✓	Powershs Db Multi Sect Comm	—	EXIT	清仓
42	IJR	Ishares Core S&p Small-cap E	—	EXIT	清仓
43	VB	Vanguard Small-cap ETF	—	EXIT	清仓
44	EFA	Ishares Msci Eafe ETF	—	NEW	新建仓
45	VO	Vanguard Mid-cap ETF	—	EXIT	清仓
46	VBR	Vanguard Small-cap Value ETF	—	EXIT	清仓
47	IWM	Ishares Russell 2000 ETF	—	EXIT	清仓
48	IJH	Ishares Core S&p Midcap ETF	—	EXIT	清仓
49	✓	Powershares Db Gold Fund	—	NEW	新建仓
50	GLD	Spdr Gold Shares	—	NEW	新建仓